Basis risk in static versus dynamic longevity-risk hedging

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Bibliographische Detailangaben
Veröffentlicht in:Scandinavian actuarial journal
1. Verfasser: De Rosa, Clemente (VerfasserIn)
Weitere Verfasser: Luciano, Elisa (VerfasserIn), Regis, Luca (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: February-June 2017
Schlagworte:
Longevity risk > customized vs. indexed hedge > longevity swaps > longevity bonds > rebalancing frequency > Aufsatz in Zeitschrift
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